• Management & Information Systems Review
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• v.29 no.4
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• pp.207-223
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• 2010

One of the important prudential regulations is the capital regulation. The current domestic and international capital regulation sets the minimum capital requirement according to the size of risk which is the simple sum of market risk and credit risk. However the portfolio theory suggests that, due to the effect of diversification, the total risk is less than the summation of market and credit risk. This paper investigates and does empirical test to verify the diversification effect in measuring financial firm's integrated risk. We verify the diversification effect between the market risk and credit risk. This paper's contribution is to present the empirical evidence that, considering the relationship between market and credit risk, the integrated risk is less than sum of them. This implication is that the surplus capital may be used for the other purposes, therefore enhancing capital allocation efficiency in view of society as a whole.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.14 no.8
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• pp.845-854
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• 2003

In this paper, the characteristics of compensation for WDM channel signal distortion due to both chromatic dispersion and Ken effect in 1,000 km 200 Gbps(5${\times}$40 Gbps) WDM systems was investigated. The WDM system has a path-averaged intensity approximation(PAIA) mid-span spectral inversion(MSSI) as a compensation method. This system has a highly nonlinear dispersion shifted fiber(HNL-DSF) optical phase conjugator(OPC) in the mid-way of transmission line. In order to evaluate the degree of compensation, 1 dB eye opening penalty(EOP), bit error rate(BER) characteristics and power penalty of 10$\^$-9/ BER are used. It is confirmed that HNL-DSF is an useful nonlinear medium in OPC fur wideband WDM system with PAIA MSSI and that the optimal compensation for WDM channel distortion is achieved by the selection of pump light power of OPC, which equalize the conjugated light power into the second half fiber section with the input WDM signal light power depending on total transmission length, dispersion coefficient of fiber, OPC pump light wavelength, conversion efficiency of WDM channel in OPC.

• The Journal of the Korea Contents Association
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• v.11 no.7
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• pp.38-50
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• 2011

For energy-efficiency in Wireless Sensor Networks (WSNs), when a sensor node detects events, the sensing period for collecting the detailed information is likely to be short. The lifetime of WSNs decreases because communication modules are used excessively on a specific sensor node. To solve this problem, the TARP decentralized network packets to neighbor nodes. It considered the average data transmission rate as well as the data distribution. However, since the existing scheme did not consider the energy consumption of a node in WSNs, its network lifetime is reduced. The proposed scheme considers the remaining amount of energy and the transmission rate on a single node in fitness evaluation. Since the proposed scheme performs an efficient congestion control it extends the network lifetime. The simulation result shows that our scheme enhances the data fairness and improves the network lifetime by about 27% on average over the existing scheme.

• Korean Journal of Cognitive Science
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• v.18 no.4
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• pp.399-415
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• 2007

Many objects are always present in a visual scene. Since the visual system has limited capacity to process multiple stimuli at a time, how to cope with this informational overload is one of the important problems to solve in visual perception. This study investigated the suppressive interactions among multiple stimuli when attention was directed to either one of the stimuli or all of them. The results indicate that suppressive interactions among multiple circles were reduced in V4 when subjects paid attention to one of the four locations, as compared to the unattended condition. However, suppressive interactions were not reduced when they paid attention to all four items as a set, in order to compute their mean size. These results suggest that whereas focused attention serves to later out irrelevant information, distributed attention provides an average representation of multiple stimuli.

• Journal of Advanced Navigation Technology
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• v.7 no.2
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• pp.128-134
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• 2003

In this paper, we investigated the degree of compensation for WDM channel signal distortion due to chromatic dispersion, self phase modulation (SPM) and cross phase modulation (XPM) as a function of transmission length using mid-span spectral inversion (MSSI) compensation method. The considered system is $3{\times}40$ Gbps intensity modulation direct detection (IM/DD) WDM transmission system. This system has highly nonlinear dispersion shifted fiber (HNL-DSF) as a nonlinear medium in optical phase conjugator (OPC). We confirmed that the transmission length is more increased by applying MSSI to distorted signal due to chromatic dispersion, SPM and XPM as dispersion coefficient of fiber becomes higher. And the compensation degree of distorted WDM channels due to chromatic dispersion, SPM and XPM becomes better stable as dispersion coefficient of fiber becomes higher.

• The Korean Journal of Rheology
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• v.9 no.4
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• pp.183-189
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• 1997

본 연구에서는 고분자용액을 분산매로한 현탁액 내에서 입자의 수력학적확산에 관 한 실험적인 연구를 수행하여다. 입자로는 평균직경 275마이크론의 polymethlmethacrylate (PMMA)구형입자를 사용하였고, 분산매로는 PMMA 입자와 밀도르 맞춘 글리세린과 에틸 렌글리콜의 혼합용액에 고분자를 첨가하여 사용하였다. 고분자로는 분자량 6백만의 시약용 폴리아크릴아마이드를 사용하였다. 입자농도는 50%이었다. 용액의 농도는 0∼700ppm이었으 며 이러한 용액은 전단박화현상을 나타내지 않았다. 확산계수는 쿠엣장치 내에서 입자가 두 원통사이에서 아래쪽의 빈 공간으로 확산할 때 시간에 따른 점도측정결과로부터 예측하여 다. 본 연구의 결과 뉴튼성유체의 경우와는 달리 무차원확산계수(D/2)가 일정하지 않으며 전단율이 증가될수록 점점 감소하는 현상을 나타내었다. 고분자의 농도가 증가하는 경우에 는 무차원 확산계수가 감솨는 것을 볼수있었다. 이러한 무차원 확산계수의 감소는 유동하는 현탁액 내에서 입자간의 상호작용이 뉴튼성유체에 비하여 가역적인 것에 기인하는 것으로 판단된다.

• Polymer(Korea)
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• v.30 no.6
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• pp.505-511
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• 2006

We tried to prepare polystyrene composite particles containing carbon black by suspension polymerization with water as a reaction medium. Hydrophobic silica was selected as a stabilizer and oil-soluble azobisisobutyronitrile (AIBN), as an initiator. All polymerization reactions were carried out at a fixed temperature of $75^{\circ}C$. Stabilizer concentration was varied from $0.17{\sim}3.33wt%$ compared to water, where particles with $7.96{\mu}m$ in average diameter were obtained at 1.57 wt% of stabilizer. Increase in divinylbenzene concentration, as a crosslinking agent, from $0.1{\sim}1.0 wt%$ compared to monomer exhibited a large increase in average particle diameter Incorporation of 1wt% of carbon black compared to monomer produced an increase in average diameter It is speculated that viscosity lower than that necessary to induce even dispersion of carbon black particles led to poor dispersion, and as a result, large particles. For a styrene mixture containing 3 wt% carton black compared to monomer, enhanced dispersion due to an increase in carbon black concentration reduced average particle diameters. For styrene mixtures containing 1 and 3 wt% carbon black compared to monomer, preparticles before polymerization and polymer composite particles after polymerization showed a similar tendency towards particle formation. When carbon black concentration compared to monomer was increased to 5 and 7 wt%, styrene mixtures exhibited a large increase in viscosity and thus better dispersion of carbon black particles, which led to a decrease in preparticle diameters. However, these particles experienced agglomeration in the polymerization process, and polystyrene composite particles increased in average diameter.

• The Korean Journal of Financial Studies
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• v.9 no.1
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• pp.145-161
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• 2003

본 연구는 1980년부터 1999년까지 20년간 주식을 비롯하여 회사채, 국채, 정기예금, 그리고 부동산의 투자성과를 먼저 포트포리오 선택기준으로 사용되는 평균-분산 기준, 기하평균수익률 기준, 그리고 안전제일기준으로 각 투자자산의 투자성과를 평가해 보았다. 그리고 위험조정 성과평가 방법인 Sharpe 측정치, Treynor 측정치, 그리고 Jensen 측정치에 의해서도 각 투자대상의 투자성과를 평가해 보았다. 첫째, 평균-분산 기준에 따른 투자성과를 살펴보았을 때, 주식의 연평균수익률이 18.6%로 가장 높았으나 위험이 35.7%로 수익률에 비해 지나치게 높았다. 위험 한 단위당 수익률을 평가했을 때에는 정기예금이 가장 우수한 투자대상인 것으로 나타났으며 회사채와 국채가 그 다음이었다. 주식은 가장 열등한 성과를 보였다. 둘째, 기하평균수익률에 의해 자산의 투자성과를 평가했을 때에는 회사채와 국채의 수익률이 15.4%와 14.4%로 주식의 수익률, 13.6%보다 더 높았다. 그러나 주식을 규모별로 나누어 수익률을 측정했을 때 소형주의 기하평균수익률이 25.3%가 되어 다른 투자대상의 수익률보다 더 높았다. 그리고 정기예금의 기하평균수익률(10.5%)은 주식보다 낮았고 부동산(7.5%)이 가장 열등하였다. 셋째, Roy의 기준으로 투자자산의 성과를 평가했을 때에도 회사채와 국채가 각각 1위와 2위를 보였고 정기예금이 3위를 나타냈다. 주식은 정기예금보다 못한 4위에 지나지 않았다. 마지막으로, 위의 세 기준에 의한 평가를 종합적으로 고려할 때 회사채와 국채가 가장 뛰어난 투자대상이었음이 확인되었다. 정기예금이 그 다음으로 투자성과가 좋았고 주식은 정기예금보다도 못한 것으로 평가되었다. 그리고 위험조정 성과평가 방법인 Sharpe 측정치, Treynor 측정치, 그리고 Jensen 측정치에 의해서도 각 투자대상의 투자성과를 평가해 보았다. 먼저 Sharpe 측정치에 의해 평가했을 때, 회사채가 주식보다 더 우수한 것으로 평가되었으나 Treynor 측정치에 의한 평가를 했을 때는 정기예금이 가장 우수했다. 그리고 Jensen 측정치에 따라 투자대상을 평가했을 때는 회사채와 국채가 주식보다 앞섰다. 마지막으로, 종합적인 평가를 했을 때는 회사채가 주식보다 우수했고 정기예금은 주식과 동일한 수준으로 평가되었다.

• Elastomers and Composites
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• v.43 no.4
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• pp.230-240
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• 2008

In order to synthesize polymer particle containing inorganic material, styrene and nbutylmetacrylate were copolymerized with alumina by dispersion polymerization. The ratio in weight of styrene to n-butyl methacrylate was 3:1. Poly(N-vinyl pyrrolidon) and 2,2'-azobis(isobutyronitrile) were added as stabilizer and as initiator, respectively. The change of particle size was investigated with concentration of initiator, the type of medium, the mixed solubility parameter (${\delta}_{mix}$) of medium, and coupling agent. The enhancement in concentration of initiator resulted in slight increase of particle size. The increase of polarizability in medium also yielded the increase of particle size. In case of changing the ratio of isopropanol to distilled water, we could find relationship of $[{\delta}_{mix}]^{-4.01}\;{\propto}$ particle size and $[{\delta}_{mix}]^{-0.83}\;{\propto}$ particle size distribution(PSD). The type and the concentration of coupling agent showed no effect on the particle size and PSD.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.20 no.1
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• pp.100-106
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• 2009

This paper deals with an estimation problem of the gain and phase imbalances between the in-phase and quadrature components in the quadrature receivers which are widely used in wireless communications. It is shown that the estimates derived from the suggested auto-calibration algorithm is asymptotically minimum-variance unbiased as a function of the sampling time. In order to show this characteristic, the probability density functions of the estimates for the gain and phase imbalances are derived first. Then the mean and variance functions are investigated analytically or numerically based on the density functions.